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GREENWICH CAP CMBS 2006-GG7 F 20380710 FLT 2038-07-10 5.855200 15000000.00 14401.73 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2018-1 B-4C 20571225 FLT 2057-12-25 4.126270 964000.00 716594.08 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017-5 B-6 20570625 FLT 2057-06-25 4.597620 311787.00 192494.60 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2017-2 B-3 20570325 FLT 2057-03-25 5.380420 366000.00 336810.25 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2017-2 B-4 20570325 FLT 2057-03-25 5.380420 299350.00 250139.74 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017-4 B-3 20570525 FLT 2057-05-25 5.308430 456000.00 434338.25 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017-5 B-4 20570625 FLT 2057-06-25 4.597620 194000.00 187387.42 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 2007-IQ16 C 20491214 FLT 549300XYOVNMTJWOZ135 2049-12-14 6.358270 3000000.00 176022.40 Private Label Collateralized Mortgage Obligations Y 2019-06-04 2019-06-04 2019-07-16 Y Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.0000 35 N N N 0.0293 396399994.77 396399994.77 0.0043 N N N Y BNP PARIBAS SA BNP PARIBAS SA 2.680000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0JT778 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FOCUS BRANDS FDG LLC / CARVEL FDG LLC / MCALISTERS 2048-10-30 5.184000 1572118.00 1612896.74 Asset-Backed Securities GENERAL ELEC CAP CORP MTN BE FR 5.875%011438 3C7474T6CDKPR9K6YT90 2038-01-14 5.875000 18000.00 19394.97 Corporate Debt Securities JPMORGAN CHASE & CO 6.1% 8I5DZWZKVSZI1NUHU748 2049-01-01 6.100000 9000.00 9603.12 Corporate Debt Securities JPMORGAN CHASE & CO 5% 8I5DZWZKVSZI1NUHU748 2049-01-01 5.000000 51000.00 51906.67 Corporate Debt Securities BANK AMER CORP FR 4.2%082624 9DJT3UXIJIZJI4WXO774 2024-08-26 4.200000 5261000.00 5480260.94 Corporate Debt Securities ENEL FIN 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Private Label Collateralized Mortgage Obligations United States Treasury 254900HROIFWPRGM1V77 2019-06-30 1.000000 898000.00 898672.53 U.S. Treasuries (including strips) FHLMC STACR 2016-DNA1 M-3 20280725 FLT 2028-07-25 8.035500 1683477.00 1969138.50 Private Label Collateralized Mortgage Obligations ALLIED WORLD ASSURN CO HLDGS SR GLBL NT 25 549300E2X3MLXVVR4T40 2025-10-29 4.350000 3000.00 2971.59 Corporate Debt Securities Y 2019-06-04 2019-06-04 2019-07-22 Y BNP Paribas SA 1.0000 35 N N N 0.0262 238035276.36 238035276.36 0.0026 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 2.430000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0JT7N3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac S6XOOCT0IEG5ABCC6L87 2040-05-15 4.619000 1555449.00 1406089.88 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2029-12-15 4.000000 1000.00 1007.34 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-11-25 2.865500 1972482.00 256407.39 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-07-15 3.033000 175001.00 79441.03 Agency Collateralized Mortgage Obligation FNRM RC133HC R12F133 2041-09-25 2.500000 1449321.00 565062.51 Agency Collateralized Mortgage Obligation FNRM RC061BA R13F061 2043-01-25 3.000000 731601.00 310159.29 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-07-15 4.500000 529674.00 478319.83 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2044-10-15 4.500000 43064147.00 38828404.35 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2029-12-15 4.000000 5984600.00 6015496.60 Agency Collateralized Mortgage Obligation FNRM RC081AX R13F081 2043-08-25 3.500000 989234.00 419728.10 Agency Collateralized Mortgage Obligation FNRM RC073KA R13F073 2042-10-25 3.000000 4377613.00 1867802.29 Agency Collateralized Mortgage Obligation FNRM RC080AC R13F080 2039-07-25 4.000000 37562439.00 10071420.60 Agency Collateralized Mortgage Obligation FNRM CL136KB R13F136 2029-01-25 3.500000 4378375.00 3765408.67 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2058-10-25 2.835500 1000.00 913.31 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-10-15 2.839000 26957.00 12757.37 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-02-25 3.025500 4664523.00 261382.06 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2049-04-25 2.993000 841315.00 839915.76 Agency Collateralized Mortgage Obligation FMAR 2B5309 G 2046-05-01 2.409000 9078260.00 4943385.09 Agency Mortgage-Backed Securities FMAR 2B5343 G 2046-05-01 2.468000 7958121.00 3078666.14 Agency Mortgage-Backed Securities FMAR 1Q1676 G 2038-02-01 4.269000 2438811.00 852526.89 Agency Mortgage-Backed Securities FMAR 1Q1077 G 2040-08-01 4.479000 2569525.00 387297.98 Agency 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19039434.00 17144653.37 Agency Mortgage-Backed Securities 03.500 FGPC Q50879 G 2047-09-01 3.500000 84695.00 77603.67 Agency Mortgage-Backed Securities 03.500 FGPC G60139 G 2042-07-01 3.500000 15091840.00 9091814.99 Agency Mortgage-Backed Securities FMAR 2B6883 G 2048-04-01 3.013000 214978.00 182488.43 Agency Mortgage-Backed Securities FMAR 2B7018 G 2048-07-01 3.663000 249230.00 178206.47 Agency Mortgage-Backed Securities 03.500 FGPC Q08846 G 2042-06-01 3.500000 13913054.00 6262432.28 Agency Mortgage-Backed Securities 04.000 FGPC V83191 G 2047-06-01 4.000000 1211499.00 1056725.02 Agency Mortgage-Backed Securities 04.000 FGPC V84126 G 2048-05-01 4.000000 1121554.00 1083592.81 Agency Mortgage-Backed Securities 04.500 FGPC V84789 G 2048-10-01 4.500000 34116135.00 35497053.07 Agency Mortgage-Backed Securities FMAR 2B5662 G 2046-10-01 2.366000 400000.00 229506.81 Agency Mortgage-Backed Securities FMAR 2B6071 G 2047-04-01 2.767000 5110242.00 2298325.49 Agency Mortgage-Backed Securities FMAR 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Agency Mortgage-Backed Securities FNAR XX.XXX S1AL1253 B1V7KEBTPIMZEU4LTD58 2038-01-01 4.653000 5204047.00 843019.04 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1986 B1V7KEBTPIMZEU4LTD58 2037-10-01 4.169000 33589609.00 8939521.02 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL3204 B1V7KEBTPIMZEU4LTD58 2036-09-01 2.522000 10257929.00 4753472.37 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL3203 B1V7KEBTPIMZEU4LTD58 2035-07-01 4.211000 1800000.00 353554.07 Agency Mortgage-Backed Securities FNAR XX.XXX WS895141 B1V7KEBTPIMZEU4LTD58 2036-07-01 4.440000 4498985.00 326796.16 Agency Mortgage-Backed Securities FNAR XX.XXX LB897723 B1V7KEBTPIMZEU4LTD58 2036-07-01 4.230000 12759178.00 540753.60 Agency Mortgage-Backed Securities FNAR XX.XXX WS923269 B1V7KEBTPIMZEU4LTD58 2036-10-01 4.764000 2396235.00 437070.26 Agency Mortgage-Backed Securities FNAR XX.XXX LB984167 B1V7KEBTPIMZEU4LTD58 2038-05-01 4.155000 23023100.00 263574.74 Agency Mortgage-Backed Securities FNAR XX.XXX WS995943 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54211941.52 Agency Mortgage-Backed Securities FNMS 03.500 CL890877 B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 226193626.00 228975681.90 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3658 B1V7KEBTPIMZEU4LTD58 2034-04-01 3.500000 100000.00 102350.94 Agency Mortgage-Backed Securities 03.500 FGPC Q63151 G 2049-04-01 3.500000 98937294.00 100181870.20 Agency Mortgage-Backed Securities 03.500 FGPC Q63181 G 2049-04-01 3.500000 34759077.00 35196326.88 Agency Mortgage-Backed Securities 03.500 FGPC Q63274 G 2049-04-01 3.500000 1029717.00 1042161.59 Agency Mortgage-Backed Securities 03.500 FGPC J40407 G 2034-03-01 3.500000 23629128.00 24118972.40 Agency Mortgage-Backed Securities 03.500 FGPC U99186 G 2047-01-01 3.500000 38690676.00 39323633.96 Agency Mortgage-Backed Securities 04.500 FGPC Q60624 G 2049-01-01 4.500000 664007.00 678438.58 Agency Mortgage-Backed Securities 05.500 FGPC Q61576 G 2049-02-01 5.500000 3595482.00 3653319.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBN4393 B1V7KEBTPIMZEU4LTD58 2049-03-01 3.500000 246000.00 249613.56 Agency Mortgage-Backed Securities FNMS 03.500 CIBN4811 B1V7KEBTPIMZEU4LTD58 2034-02-01 3.500000 558478.00 565507.76 Agency Mortgage-Backed Securities FNMS 03.500 CIBN4840 B1V7KEBTPIMZEU4LTD58 2034-03-01 3.500000 1875670.00 1908745.98 Agency Mortgage-Backed Securities FNMS 03.500 CRBM5838 B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 21311010.00 21671495.21 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5839 B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 41583171.00 42495524.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1172 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 4974970.00 5053502.06 Agency Mortgage-Backed Securities FNMS 04.000 CIBM5279 B1V7KEBTPIMZEU4LTD58 2033-12-01 4.000000 25000.00 25519.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5840 B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 1285048.00 1315379.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5841 B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 179571282.00 182984473.20 Agency Mortgage-Backed Securities Y 2019-05-01 2019-05-01 2019-05-01 N N N 0.0281 2494000000.00 2494000000.00 0.0269 N Y Y N ROYAL BANK OF CANADA (TORONTO BRANCH) ROYAL BANK OF CANADA (TORONTO BRANCH) 2.470000% ES7IP3U3RHIGC71XBU11 0000352613 ATD0TZOS7 Non-Negotiable Time Deposit Y 2019-05-01 2019-05-01 2019-05-01 N N N 0.0247 377000000.00 377000000.00 0.0041 N Y Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.450000% BSGEFEIOM18Y80CKCV46 0000926171 ATD0TZOT5 Non-Negotiable Time Deposit Y 2019-05-01 2019-05-01 2019-05-01 N N N 0.0245 454000000.00 454000000.00 0.0049 N Y Y N DBS BANK LTD (SINGAPORE BRANCH) DBS BANK LTD (SINGAPORE BRANCH) 2.470000% ATUEL7OJR5057F2PV266 0000882617 ATD0TZPU1 Non-Negotiable Time Deposit Y 2019-05-01 2019-05-01 2019-05-01 N N N 0.0247 218000000.00 218000000.00 0.0023 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.450000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0U08B7 Non-Negotiable Time Deposit Y 2019-05-02 2019-05-02 2019-05-02 N N N 0.0245 1960000000.00 1960000000.00 0.0211 N N Y N ROYAL BANK OF CANADA (TORONTO BRANCH) ROYAL BANK OF CANADA (TORONTO BRANCH) 2.460000% ES7IP3U3RHIGC71XBU11 0000352613 ATD0U08D3 Non-Negotiable Time Deposit Y 2019-05-02 2019-05-02 2019-05-02 N N N 0.0246 119000000.00 119000000.00 0.0013 N N Y N NRW BANK (DUSSELDORF BRANCH) NRW BANK (DUSSELDORF BRANCH) 2.450000% 52990002O5KK6XOGJ020 ATD0U08G6 Non-Negotiable Time Deposit Y 2019-05-02 2019-05-02 2019-05-02 N N N 0.0245 947000000.00 947000000.00 0.0102 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.450000% 0001245022 ATD0U0SJ8 Non-Negotiable Time Deposit Y 2019-05-03 2019-05-03 2019-05-03 N N N 0.0245 284000000.00 284000000.00 0.0031 N N Y N ROYAL BANK OF CANADA (TORONTO BRANCH) ROYAL BANK OF CANADA (TORONTO BRANCH) 2.460000% ES7IP3U3RHIGC71XBU11 0000352613 ATD0U1CU8 Non-Negotiable Time Deposit Y 2019-05-06 2019-05-06 2019-05-06 N N N 0.0246 56000000.00 56000000.00 0.0006 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.450000% BSGEFEIOM18Y80CKCV46 0000926171 ATD0U1CV6 Non-Negotiable Time Deposit Y 2019-05-06 2019-05-06 2019-05-06 N N N 0.0245 272000000.00 272000000.00 0.0029 N N Y N TORONTO-DOMINION BANK/THE (TORONTO BRANCH) TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.480000% PT3QB789TSUIDF371261 0000947263 ATD0U1VK9 Non-Negotiable Time Deposit Y 2019-05-07 2019-05-07 2019-05-07 N N N 0.0248 854000000.00 854000000.00 0.0092 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.450000% 0001245022 ATD0U1VM5 Non-Negotiable Time Deposit Y 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 94000000.00 94000000.00 0.0010 N N Y N The Charles Schwab Family of Funds 2019-05-07 Mark Fischer Mark Fischer Chief Financial Officer